✦ LIBER ✦

Optimal Stochastic Impulse Control with Delayed Reaction

✍ Scribed by Bernt Øksendal; Agnès Sulem

Publisher: Springer
Year: 2007
Tongue: English
Weight: 379 KB
Volume: 58
Category: Article
ISSN: 0095-4616
DOI: 10.1007/s00245-007-9034-5

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On optimal control of the stochastic sys

On optimal control of the stochastic systems with delayed controls and delayed measurements

✍ Kenko Uchida 📂 Article 📅 1980 🏛 Elsevier Science 🌐 English ⚖ 520 KB

Controllability of impulsive neutral sto

Controllability of impulsive neutral stochastic functional differential inclusions with infinite delay

✍ Yong Ren; Lanying Hu; R. Sakthivel 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 268 KB

This paper deals with the controllability of a class of impulsive neutral stochastic functional differential inclusions with infinite delay in an abstract space. Sufficient conditions for the controllability are derived with the help of the fixed point theorem for discontinuous multivalued operators

Nonlinear PDE's for stochastic optimal c

Nonlinear PDE's for stochastic optimal control with switchings and impulses

✍ Stavros A. Belbas; Suzanne M. Lenhart 📂 Article 📅 1986 🏛 Springer 🌐 English ⚖ 585 KB

Stochastic control problems with delay

✍ Harald Bauer; Ulrich Rieder 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 193 KB

Global mean-square exponential stabiliza

Global mean-square exponential stabilization of stochastic system with time delay via impulsive control

✍ Shiguo Peng; Yun Zhang; Siming Yu 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 273 KB 👁 2 views

Maximum principle for the stochastic opt

Maximum principle for the stochastic optimal control problem with delay and application

✍ Li Chen; Zhen Wu 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 421 KB